Benchmarking benchmarks

This zip file contains code and data to replicate the quantitative output (Table 2, Table 4, Figures 1-3 and Figures 4-5) of the paper using simulated pseudo data for two benchmark reference rates in a currency denoted "ABC" and an overnight policy rate that changes once throughout the simulated sample period. The file also includes instructions regarding sourcing the actual data used for the analysis in the paper.